-73.1%
SMR vs UMC
+209.4%
-282.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -2.6% |
| 7D | +4.4% | +5.0% | -0.5% | +2.0% |
| 30D | +3.4% | +7.7% | -4.3% | -0.4% |
| 3M | -19.2% | +1.7% | -20.8% | -22.7% |
| 6M | -22.6% | +113.9% | -136.6% | -45.9% |
| YTD | -31.5% | +168.9% | -200.4% | -64.1% |
| 1Y | -73.1% | +207.2% | -280.3% | -87.8% |
| All | -73.1% | +209.4% | -282.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling